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Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

We introduce PPOPT - Proximal Policy Optimization using Pretraining, a novel, model-free deep-reinforcement-learning algorithm that leverages pretraining to achieve high training efficiency and stability on very small training samples in…

Machine Learning · Computer Science 2025-11-25 Ruoxing Yang

Learning-based control methods typically assume stationary system dynamics, an assumption often violated in real-world systems due to drift, wear, or changing operating conditions. We study reinforcement learning for control under…

Machine Learning · Computer Science 2026-04-03 Klemens Iten , Bruce Lee , Chenhao Li , Lenart Treven , Andreas Krause , Bhavya Sukhija

Reinforcement learning methods require careful design involving a reward function to obtain the desired action policy for a given task. In the absence of hand-crafted reward functions, prior work on the topic has proposed several methods…

Machine Learning · Computer Science 2018-10-16 Daiki Kimura , Subhajit Chaudhury , Ryuki Tachibana , Sakyasingha Dasgupta

Deep reinforcement learning has shown remarkable success in the past few years. Highly complex sequential decision making problems from game playing and robotics have been solved with deep model-free methods. Unfortunately, the sample…

Machine Learning · Computer Science 2021-07-20 Aske Plaat , Walter Kosters , Mike Preuss

Modern reinforcement learning systems produce many high-quality policies throughout the learning process. However, to choose which policy to actually deploy in the real world, they must be tested under an intractable number of environmental…

Machine Learning · Computer Science 2023-06-14 Dustin Morrill , Thomas J. Walsh , Daniel Hernandez , Peter R. Wurman , Peter Stone

Reinforcement Learning has emerged as a promising framework for developing adaptive and data-driven strategies, enabling market makers to optimize decision-making policies based on interactions with the limit order book environment. This…

Trading and Market Microstructure · Quantitative Finance 2026-02-17 Rafael Zimmer , Oswaldo Luiz do Valle Costa

This article introduces the theory of offline reinforcement learning in large state spaces, where good policies are learned from historical data without online interactions with the environment. Key concepts introduced include expressivity…

Machine Learning · Computer Science 2025-10-07 Nan Jiang , Tengyang Xie

Offline reinforcement learning leverages large datasets to train policies without interactions with the environment. The learned policies may then be deployed in real-world settings where interactions are costly or dangerous. Current…

Machine Learning · Computer Science 2022-06-29 Matthias Weissenbacher , Samarth Sinha , Animesh Garg , Yoshinobu Kawahara

Both the optimal value function and the optimal policy can be used to model an optimal controller based on the duality established by the Bellman equation. Even with this duality, no parametric model has been able to output both policy and…

Systems and Control · Electrical Eng. & Systems 2020-06-02 Jicheng Shi , Yingzhao Lian , Colin N. Jones

Mathematical and computational tools have proven to be reliable in decision-making processes. In recent times, in particular, machine learning-based methods are becoming increasingly popular as advanced support tools. When dealing with…

Optimization and Control · Mathematics 2024-02-23 Christina Schenk , Aditya Vasudevan , Maciej Haranczyk , Ignacio Romero

Policy gradient methods are a widely used class of model-free reinforcement learning algorithms where a state-dependent baseline is used to reduce gradient estimator variance. Several recent papers extend the baseline to depend on both the…

Machine Learning · Computer Science 2018-11-20 George Tucker , Surya Bhupatiraju , Shixiang Gu , Richard E. Turner , Zoubin Ghahramani , Sergey Levine

Deep reinforcement learning algorithms can perform poorly in real-world tasks due to the discrepancy between source and target environments. This discrepancy is commonly viewed as the disturbance in transition dynamics. Many existing…

Machine Learning · Computer Science 2021-12-21 Yufei Kuang , Miao Lu , Jie Wang , Qi Zhou , Bin Li , Houqiang Li

Among the infinite number of possible movements that can be produced, humans are commonly assumed to choose those that optimize criteria such as minimizing movement time, subject to certain movement constraints like signal-dependent and…

Quantitative Methods · Quantitative Biology 2022-04-21 Florian Fischer , Miroslav Bachinski , Markus Klar , Arthur Fleig , Jörg Müller

The policy gradient approach is a flexible and powerful reinforcement learning method particularly for problems with continuous actions such as robot control. A common challenge in this scenario is how to reduce the variance of policy…

Machine Learning · Computer Science 2013-01-18 Tingting Zhao , Hirotaka Hachiya , Voot Tangkaratt , Jun Morimoto , Masashi Sugiyama

Reinforcement learning (RL) has demonstrated the ability to maintain the plasticity of the policy throughout short-term training in aerial robot control. However, these policies have been shown to loss of plasticity when extended to…

Robotics · Computer Science 2025-03-11 Ali Tahir Karasahin , Ziniu Wu , Basaran Bahadir Kocer

Markov decision problems are most commonly solved via dynamic programming. Another approach is Bellman residual minimization, which directly minimizes the squared Bellman residual objective function. However, compared to dynamic…

Machine Learning · Computer Science 2026-04-28 Donghwan Lee , Hyukjun Yang

State estimation is an important aspect in many robotics applications. In this work, we consider the task of obtaining accurate state estimates for robotic systems by enhancing the dynamics model used in state estimation algorithms.…

Robotics · Computer Science 2023-02-16 Kong Yao Chee , M. Ani Hsieh

This work provides a rigorous framework for studying continuous time control problems in uncertain environments. The framework considered models uncertainty in state dynamics as a measure on the space of functions. This measure is…

Optimization and Control · Mathematics 2018-02-22 Ryan Murray , Michele Palladino

Can we learn policies in reinforcement learning without rewards? Can we learn a policy just by trying to reach a goal state? We answer these questions positively by proposing a multi-step procedure that first learns a world model that goes…

Machine Learning · Computer Science 2024-04-16 Marc Höftmann , Jan Robine , Stefan Harmeling
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